A generalized predictive criterion for model selection

DOI10.2307/3315866zbMath1125.62306OpenAlexW2073300377MaRDI QIDQ3148213

Fulvio Spezzaferri, Mario Trottini

Publication date: 30 September 2002

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315866

zbMATH Keywords

model selectionLoss function\(\alpha\)-divergences

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

Related Items (7)

The weighted likelihood ⋮ A survey of Bayesian predictive methods for model assessment, selection and comparison ⋮ Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\) ⋮ Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints ⋮ Likelihood-based discrimination between separate scale and regression models ⋮ Bayesian Model Selection: Measuring the χ²Discrepancy with the Uniform Distribution ⋮ Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach

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• Sensitivity of the fractional Bayes factor to prior distributions
• A Generalized Bayes Rule for Prediction

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